Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47394.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45999.68 Kr¶

PnL: ---------------------------------------> -888.89 Kr¶

DD now: ---------------------------------> -2.54 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:07:09.420081'

Anic Portfolio¶

Today¶

Return: -1.068 %¶

This Week¶

Return: -0.292 %¶

Total¶

Return: 55.158 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
HEBA B 70 -3.240000 2719.500000 83.500000 3.170000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -1.020000 631.300000 54.300000 9.410000 576.999999
SAAB B 8 0.560000 3420.800000 43.800000 1.300000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -6.750000 395.000000 40.000000 11.270000 355.000000
OEM International B 7 -1.120000 555.100000 27.100000 5.130000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
HMS Networks 2 -3.370000 687.200000 14.200000 2.110000 673.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Intrum 4 -2.210000 540.600000 13.600000 2.580000 527.000000
Coor Service Management Hold. 8 -1.380000 544.000000 12.000000 2.260000 532.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Boozt 12 -3.690000 1659.600000 5.600000 0.340000 1653.999996
Swedbank A 3 -0.240000 565.800000 1.800000 0.320000 564.000000
Samhällsbyggnadsbo. i Norden D 12 -3.830000 246.960000 0.960000 0.390000 246.000000
Securitas B 6 -0.650000 570.600000 0.600000 0.110000 570.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 0.600000 573.600000 -0.400000 -0.070000 574.000000
Handelsbanken A 5 0.690000 544.750000 -1.250000 -0.230000 546.000000
Resurs Holding 22 -1.220000 572.220000 -1.780000 -0.310000 573.999998
Essity A 4 0.170000 1146.000000 -3.000000 -0.260000 1149.000000
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
CTEK 13 -2.700000 519.220000 -14.780000 -2.770000 533.999999
Nordea Bank Abp 29 -0.390000 3426.060000 -27.940000 -0.810000 3453.999992
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
International Petroleum Corp. 5 -4.820000 533.500000 -61.070000 -10.270000 594.565215
Sampo Oyj SDB 7 0.370000 3752.000000 -98.000000 -2.550000 3850.000000
Axfood 13 -0.570000 3607.500000 -148.500000 -3.950000 3756.000001
OX2 18 -2.420000 1490.400000 -173.600000 -10.430000 1663.999992
Fasadgruppen Group 35 1.220000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 45999.680000 -888.890000 -2.54021% 46888.564618

Updated:¶

'2023-01-19 11:07:22.195943'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶